V-Lab
DH Corp GARCH Volatility Analysis
Volatility Prediction for Friday, June 16th, 2017:13.07% (-0.01%)
Analysis last updated: Monday, March 1, 2021 at 06:14 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1179 | 13.14 | |
| 0.1414 | 28.16 | |
| 0.8246 | 138.65 |
Estimation Period:
Dec 20, 2001 to Jun 9, 2017
Dec 20, 2001 to Jun 9, 2017